Hi Nancy,
I use Slideshow Pro (and SSP Director) quite a lot in my sites, although I use the slideshow pro Photoshop plugin and slideshow pro for flash rather than LighRoom to export the images and create the xml and html file. But the principal should be the same. Either program should export the html page, the images & thumbs to specific folders, and an html page with the object code which links to the swf and the xml files.
If you could upload the working outputted html page, images folders and xml files to your server, and post a link to it here, it would be easier to say what is needed to include it in your product description page.